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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+1.12%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$17B
AUM Growth
-$3.51B
(-17%)
Cap. Flow
-$3.58B
Cap. Flow
% of AUM
-21%
Top 10 Holdings %
Top 10 Hldgs %
25.7%
Holding
4,014
New
698
Increased
1,230
Reduced
1,296
Closed
672
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Booking.com
BKNG
|
+$61.4M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$54.9M |
| 3 |
Citigroup
C
|
+$52.5M |
| 4 |
General Motors
GM
|
+$36.9M |
| 5 |
Wynn Resorts
WYNN
|
+$34.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Procter & Gamble
PG
|
+$157M |
| 2 |
Delta Air Lines
DAL
|
+$75.7M |
| 3 |
Berkshire Hathaway Class B
BRK.B
|
+$58.8M |
| 4 |
Goldman Sachs
GS
|
+$53.6M |
| 5 |
iShares MSCI Brazil ETF
EWZ
|
+$46.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 1.84% |
| 2 | Consumer Staples | 1.38% |
| 3 | Financials | 1.19% |
| 4 | Healthcare | 0.85% |
| 5 | Technology | 0.76% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
76
CALL
Wells Fargo
WFC
$261B
| $48.7M | 0.29% |
978,100
-544,000
| -36% | -$25.3M |
|
77
CALL
Freeport-McMoran
FCX
$90B
| $48.4M | 0.28% |
1,463,300
+1,194,100
| +444% | +$39.7M |
|
|
AMTD
78
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $48M | 0.28% |
1,414,100
+30,100
| +2% | +$984K |
|
79
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
| $45.5M | 0.27% |
1,924,600
+1,915,000
| +19,948% | +$44M |
|
80
PUT
Ford
F
$58.5B
| $45.2M | 0.26% |
2,894,500
-820,500
| -22% | -$12.7M |
|
81
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
| $43.5M | 0.26% |
+919,000
| New | +$43.8M |
|
82
PUT
Chevron
CVX
$392B
| $43.2M | 0.25% |
363,000
-35,400
| -9% | -$4.12M |
|
|
83
General Motors
GM
$80.4B
| $42.1M | 0.25% |
1,222,595
+1,004,048
| +459% | +$36.9M |
|
84
PUT
Baidu
BIDU
$37.7B
| $41.8M | 0.25% |
274,500
+14,100
| +5% | +$2.36M |
|
85
PUT
Merck
MRK
$322B
| $40.9M | 0.24% |
754,560
-232,866
| -24% | -$12.1M |
|
86
PUT
SLB Ltd
SLB
$73.6B
| $40.7M | 0.24% |
417,000
-41,600
| -9% | -$3.76M |
|
87
CALL
Cisco
CSCO
$457B
| $40.1M | 0.24% |
1,790,700
+238,800
| +15% | +$5.28M |
|
|
88
Wells Fargo
WFC
$261B
| $39.4M | 0.23% |
792,189
+597,841
| +308% | +$27.8M |
|
|
XLNX
89
PUT
DELISTED
Xilinx Inc
XLNX
| $39.4M | 0.23% |
725,100
+264,300
| +57% | +$13.1M |
|
90
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
| $38.9M | 0.23% |
1,195,700
+949,800
| +386% | +$30.8M |
|
91
CALL
iShares US Real Estate ETF
IYR
$4.66B
| $38.5M | 0.23% |
569,000
+308,800
| +119% | +$20.5M |
|
|
TWTR
92
PUT
DELISTED
Twitter, Inc.
TWTR
| $37.7M | 0.22% |
806,800
-287,700
| -26% | -$16.3M |
|
93
CALL
Boeing
BA
$171B
| $37.6M | 0.22% |
299,900
+257,500
| +607% | +$33.5M |
|
94
CALL
Medtronic
MDT
$109B
| $37.6M | 0.22% |
610,200
+510,600
| +513% | +$29.7M |
|
|
SNDK
95
CALL
DELISTED
SANDISK CORP
SNDK
| $37.2M | 0.22% |
457,900
+77,600
| +20% | +$5.73M |
|
96
PUT
Halliburton
HAL
$26.9B
| $36.6M | 0.21% |
621,500
+450,100
| +263% | +$24M |
|
97
PUT
GE Aerospace
GE
$374B
| $36.2M | 0.21% |
291,397
-385,336
| -57% | -$47.6M |
|
98
CALL
United States Oil Fund
USO
$2.15B
| $35.4M | 0.21% |
120,838
-71,462
| -37% | -$20.2M |
|
|
AMTD
99
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $35.2M | 0.21% |
1,036,600
+14,100
| +1% | +$461K |
|
|
WBA
100
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $35.2M | 0.21% |
532,400
+489,700
| +1,147% | +$30.8M |
|
Similar funds
Parallax Volatility Advisers's Q1 2014 Portfolio in Review
As of Q1 2014, Parallax Volatility Advisers held 4,014 positions worth $17B, down 17% from $20.6B the previous quarter. Its ten largest holdings account for 26% of the portfolio.
Parallax Volatility Advisers withdrew a net $3.58B in Q1 2014, closing 672 positions and reducing 1,296 holdings. Its most notable exit was Delta Air Lines, an estimated $75.7M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 1.8% of assets, up from 0.73% a quarter earlier, followed by Consumer Staples and Financials.
Against the trend, Parallax Volatility Advisers opened a new position in Booking.com worth $59.3M.
- Parallax Volatility Advisers's largest Q1 2014 buy was Booking.com: 1,244,750 shares worth $59.3M.
- Parallax Volatility Advisers added most to Invesco QQQ Trust in Q1 2014, an estimated $54.9M increase.
- Parallax Volatility Advisers's biggest Q1 2014 reduction was Procter & Gamble, cutting an estimated $157M.
- Parallax Volatility Advisers fully exited Delta Air Lines in Q1 2014, selling an estimated $75.7M.
- Parallax Volatility Advisers's ten largest holdings make up 26% of its $17B portfolio in Q1 2014.
- Parallax Volatility Advisers opened 698 new positions and closed 672 in Q1 2014.
- Parallax Volatility Advisers's portfolio value fell 17% quarter-over-quarter to $17B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2014, filed 15 May 2014.